Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 60,14
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. In.
Da: Chiron Media, Wallingford, Regno Unito
EUR 57,01
Quantità: 10 disponibili
Aggiungi al carrelloPF. Condizione: New.
Da: Books Puddle, New York, NY, U.S.A.
Condizione: New. pp. 340.
Da: Revaluation Books, Exeter, Regno Unito
EUR 79,62
Quantità: 2 disponibili
Aggiungi al carrelloPaperback. Condizione: Brand New. 326 pages. 9.50x6.00x1.00 inches. In Stock.
Da: AHA-BUCH GmbH, Einbeck, Germania
EUR 53,49
Quantità: 1 disponibili
Aggiungi al carrelloTaschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - In modern financial practice, asset prices are modelled by means of stochastic processes, and continuous-time stochastic calculus thus plays a central role in financial modelling. This approach has its roots in the foundational work of the Nobel laureates Black, Scholes and Merton. Asset prices are further assumed to be rationalizable, that is, determined by equality of demand and supply on some market. This approach has its roots in the foundational work on General Equilibrium of the Nobel laureates Arrow and Debreu and in the work of McKenzie. This book has four parts. The first brings together a number of results from discrete-time models. The second develops stochastic continuous-time models for the valuation of financial assets (the Black-Scholes formula and its extensions), for optimal portfolio and consumption choice, and for obtaining the yield curve and pricing interest rate products. The third part recalls some concepts and results of general equilibrium theory, and applies this in financial markets. The last part is more advanced and tackles market incompleteness and the valuation of exotic options in a complete market.
Da: BennettBooksLtd, Los Angeles, CA, U.S.A.
paperback. Condizione: New. In shrink wrap. Looks like an interesting title!
Lingua: Inglese
Editore: Springer Berlin Heidelberg Jul 2007, 2007
ISBN 10: 354071149X ISBN 13: 9783540711490
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
EUR 53,49
Quantità: 2 disponibili
Aggiungi al carrelloTaschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book explains key financial concepts, mathematical tools and theories of mathematical finance. It is organized in four parts. The first brings together a number of results from discrete-time models. The second develops stochastic continuous-time models for the valuation of financial assets (the Black-Scholes formula and its extensions), for optimal portfolio and consumption choice, and for obtaining the yield curve and pricing interest rate products. The third part recalls some concepts and results of equilibrium theory and applies this in financial markets. The last part tackles market incompleteness and the valuation of exotic options. 340 pp. Englisch.
Da: Majestic Books, Hounslow, Regno Unito
EUR 78,36
Quantità: 4 disponibili
Aggiungi al carrelloCondizione: New. Print on Demand pp. 340 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.
Da: Biblios, Frankfurt am main, HESSE, Germania
EUR 78,94
Quantità: 4 disponibili
Aggiungi al carrelloCondizione: New. PRINT ON DEMAND pp. 340.
Lingua: Inglese
Editore: Springer Berlin Heidelberg, 2007
ISBN 10: 354071149X ISBN 13: 9783540711490
Da: moluna, Greven, Germania
EUR 47,23
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Explains key financial concepts, mathematical tools and theories of mathematical financeRange of topics covered is very broad for an introductory textContains two separate appendices on Brownian motion and on numerical methodsThi.
Lingua: Inglese
Editore: Springer, Springer Vieweg Jul 2007, 2007
ISBN 10: 354071149X ISBN 13: 9783540711490
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
EUR 53,49
Quantità: 1 disponibili
Aggiungi al carrelloTaschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book explains key financial concepts, mathematical tools and theories of mathematical finance. The range of topics covered is very broad for an introductory text. The book is organized in four parts. The first brings together a number of results from discrete-time models. The second develops stochastic continuous-time models for the valuation of financial assets (the Black-Scholes formula and its extensions), for optimal portfolio and consumption choice, and for obtaining the yield curve and pricing interest rate products. The third part recalls some concepts and results of general equilibrium theory and applies this in financial markets. The last part is more advanced and tackles market incompleteness and the valuation of exotic options in a complete market.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 340 pp. Englisch.